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This function estimates the value at risk of portfolio composed of two stock prices and sketch related figures at two given confidence of levels.
Cite As
Ali Najjar (2026). vcVaR Function (https://uk.mathworks.com/matlabcentral/fileexchange/32313-vcvar-function), MATLAB Central File Exchange. Retrieved .
General Information
- Version 1.1.0.0 (10.9 KB)
MATLAB Release Compatibility
- Compatible with any release
Platform Compatibility
- Windows
- macOS
- Linux
